Hi, Rad--
I lived in Colorado for 20 years... shouldn't be any problem hunting local parks and school yards, or Open Space. Same as any other state for Historical sites and National/ State parks, which are generally forbidden. If you enter a State park you might look for a ranger station and ask to be certain.
As for ghost towns-- not sure how to find out who has jurisdiction to ask permission, but there are books on ghost towns for many western states. There's one called 'Jeep Trails to Colorado Ghost Towns' which I used to have, but don't anymore, but if you look in a phone book you can find a book store or detecting shop that would seel you a copy.
New Mexico is similar to Colorado except that there are lots of indian reservations, and I'd stay away from those unless you want serious harrassment. Not that the indians have a bad reputation, but they have gotten less respect than they deserve in the past and still carry a grudge.
Good luck and let us know what you find!